+943.2%
XBI vs CME
+581.6%
+361.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.8% |
| 7D | -0.9% | -2.9% | +2.0% | 0.0% |
| 30D | +2.9% | +5.5% | -2.6% | +1.0% |
| 3M | +26.2% | +11.0% | +15.2% | +21.4% |
| 6M | +30.7% | -9.7% | +40.4% | +33.6% |
| YTD | +32.9% | +4.9% | +28.1% | +29.4% |
| 1Y | +72.3% | +10.1% | +62.2% | +64.8% |
| 3Y | +107.2% | +53.5% | +53.7% | +75.1% |
| 5Y | +23.2% | +77.2% | -54.0% | -1.5% |
| 10Y | +158.5% | +282.1% | -123.6% | +57.1% |
| All | +943.2% | +581.6% | +361.6% | +348.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling